+12,471.5%
FIX vs KR
+1,082.9%
+11,388.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | +1.5% | +4.5% | +5.7% |
| 30D | -7.2% | +4.1% | -11.3% | -8.1% |
| 3M | -15.9% | -5.2% | -10.6% | -15.5% |
| 6M | +12.7% | -12.8% | +25.5% | +14.3% |
| YTD | +72.8% | -4.6% | +77.4% | +71.4% |
| 1Y | +122.9% | -11.7% | +134.6% | +123.6% |
| 3Y | +774.3% | +36.3% | +738.1% | +671.0% |
| 5Y | +2,049.5% | +40.0% | +2,009.5% | +1,745.7% |
| 10Y | +5,821.5% | +122.2% | +5,699.3% | +4,177.5% |
| All | +12,471.5% | +1,082.9% | +11,388.6% | +6,398.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling